+75.4%
USAR vs M
+65.7%
+9.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.2% |
| 7D | +2.3% | +2.4% | -0.1% | +2.4% |
| 30D | -8.6% | -11.6% | +3.0% | -8.9% |
| 3M | -20.5% | +1.6% | -22.1% | -20.4% |
| 6M | +1.2% | +25.2% | -24.0% | +2.8% |
| YTD | +48.4% | +3.8% | +44.7% | +48.4% |
| 1Y | +30.6% | +36.3% | -5.7% | +33.8% |
| 3Y | +73.6% | +116.3% | -42.7% | +88.1% |
| All | +75.4% | +65.7% | +9.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling